+23.3%
WAT vs PTC
+5.5%
+17.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | +14.5% | +32.1% | -17.6% | +10.8% |
| 6M | +30.9% | +42.6% | -11.7% | +25.8% |
| YTD | +20.5% | +12.0% | +8.5% | +24.6% |
| 1Y | +23.3% | +12.2% | +11.1% | +27.4% |
| All | +23.3% | +5.5% | +17.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling